normal distribution means: This is the well-known bell-shaped curve. The Central Limit Theorem states that the probability density function for a large number independent random numbers distributed in an identical manner will approximate the normal distribution. The normal distribution is only possible in the fractal distribution family. It can be found when alpha equals 2 or the Hurst exponent equals 0.50. The normal distribution, which is very rare in time series analysis, is therefore a unique case. You can also see: Alpha, Central Limit Theorem and Fractal Distribution. (in Stock Market Dictionary)
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